Personally I get them in the mail from LLLReptile and keep them in a dark tupperware bin with mesh over a hole in the top. There are probably cheaper alternatives but I haven't found them. I'm trying to get mine to breed since they're too large for feeding right now, but no luck so far.

Also it's late, but don't get red wrigglers! My frog hated the taste so much he refused to take anything else from the tongs for a while after.